I recommend using VLC to play audio and video on Linux, Mac, and Windows.
To play cloud-based music, I recommend using CloudBeats (Android and iOS).
Here are some details on those apps:
VLC Media Player (Video and Audio)
Platform support: Windows, Mac and Linux, iOS, Apple TV, Android, and Windows Phone.
VLC is a cross-platform, open-source, and configurable media player.
It also plays DVDs, Audio CDs, VCDs, and various streaming protocols.
The is a mobile version available for iOS and Android.
Foobar2000 (Audio Player)
Platform Support: Windows and Mac
Foobar2000 is a basic freeware audio player that supports many formats and supports gapless playback
- Supported audio formats: MP3, MP4, AAC, CD Audio, WMA, Vorbis, Opus, FLAC, WavPack, WAV, AIFF, Musepack, Speex, AU, SND and more with additional components.
- Gapless playback.
- Easily customizable user interface layout.
- Advanced tagging capabilities.
- Support for ripping Audio CDs as well as transcoding all supported audio formats using the Converter component.
- Full ReplayGain support.
- Customizable keyboard shortcuts.
- Open component architecture allowing third-party developers to extend functionality of the player.